Mario Pulvirenti

The idea for this book was conceived by the authors some time in 1988, and a first outline of the manuscript was drawn up during a summer school on mathematical physics held in Ravello in September 1988, where all three of us were present as lecturers or organizers. The project was in some sense inherited from our friend Marvin Shinbrot, who had planned a book about recent progress for the Boltzmann equation, but, due to his untimely death in 1987, never got to do it. When we drew up the first outline, we could not anticipate how long the actual writing would stretch out. Our ambitions were high: We wanted to cover the modern mathematical theory of the Boltzmann equation, with rigorous proofs, in a complete and readable volume. As the years progressed, we withdrew to some degree from this first ambition- there was just too much material, too scattered, sometimes incomplete, sometimes not rigor­ ous enough. However, in the writing process itself, the need for the book became ever more apparent. The last twenty years have seen an amazing number of significant results in the field, many of them published in incom­ plete form, sometimes in obscure places, and sometimes without technical details. We made it our objective to collect these results, classify them, and present them as best we could. The choice of topics remains, of course, subjective.

The idea for this book was conceived by the authors some time in 1988, and a first outline of the manuscript was drawn up during a summer school on mathematical physics held in Ravello in September 1988, where all three of us were present as lecturers or organizers. The project was in some sense inherited from our friend Marvin Shinbrot, who had planned a book about recent progress for the Boltzmann equation, but, due to his untimely death in 1987, never got to do it. When we drew up the first outline, we could not anticipate how long the actual writing would stretch out. Our ambitions were high: We wanted to cover the modern mathematical theory of the Boltzmann equation, with rigorous proofs, in a complete and readable volume. As the years progressed, we withdrew to some degree from this first ambition- there was just too much material, too scattered, sometimes incomplete, sometimes not rigor­ ous enough. However, in the writing process itself, the need for the book became ever more apparent. The last twenty years have seen an amazing number of significant results in the field, many of them published in incom­ plete form, sometimes in obscure places, and sometimes without technical details. We made it our objective to collect these results, classify them, and present them as best we could. The choice of topics remains, of course, subjective.

Fluid dynamics is an ancient science incredibly alive today. Modern technol­ ogy and new needs require a deeper knowledge of the behavior of real fluids, and new discoveries or steps forward pose, quite often, challenging and diffi­ cult new mathematical {::oblems. In this framework, a special role is played by incompressible nonviscous (sometimes called perfect) flows. This is a mathematical model consisting essentially of an evolution equation (the Euler equation) for the velocity field of fluids. Such an equation, which is nothing other than the Newton laws plus some additional structural hypo­ theses, was discovered by Euler in 1755, and although it is more than two centuries old, many fundamental questions concerning its solutions are still open. In particular, it is not known whether the solutions, for reasonably general initial conditions, develop singularities in a finite time, and very little is known about the long-term behavior of smooth solutions. These and other basic problems are still open, and this is one of the reasons why the mathe­ matical theory of perfect flows is far from being completed. Incompressible flows have been attached, by many distinguished mathe­ maticians, with a large variety of mathematical techniques so that, today, this field constitutes a very rich and stimulating part of applied mathematics.

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.

Fluid dynamics is an ancient science incredibly alive today. Modern technol­ ogy and new needs require a deeper knowledge of the behavior of real fluids, and new discoveries or steps forward pose, quite often, challenging and diffi­ cult new mathematical {::oblems. In this framework, a special role is played by incompressible nonviscous (sometimes called perfect) flows. This is a mathematical model consisting essentially of an evolution equation (the Euler equation) for the velocity field of fluids. Such an equation, which is nothing other than the Newton laws plus some additional structural hypo­ theses, was discovered by Euler in 1755, and although it is more than two centuries old, many fundamental questions concerning its solutions are still open. In particular, it is not known whether the solutions, for reasonably general initial conditions, develop singularities in a finite time, and very little is known about the long-term behavior of smooth solutions. These and other basic problems are still open, and this is one of the reasons why the mathe­ matical theory of perfect flows is far from being completed. Incompressible flows have been attached, by many distinguished mathe­ maticians, with a large variety of mathematical techniques so that, today, this field constitutes a very rich and stimulating part of applied mathematics.